+88.2%
QMCO vs VT
+76.6%
+11.5%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.1% |
| 7D | +1.2% | +1.0% | +0.2% | -0.8% |
| 30D | +103.2% | -0.2% | +103.4% | +104.9% |
| 3M | +95.1% | +4.5% | +90.5% | +79.4% |
| 6M | +376.8% | +14.1% | +362.7% | +284.8% |
| YTD | +279.2% | +14.8% | +264.5% | +209.0% |
| 1Y | +222.3% | +21.2% | +201.1% | +144.5% |
| 3Y | +88.2% | +76.6% | +11.6% | -12.9% |
| All | +88.2% | +76.6% | +11.5% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling